Blar i Master of Science på forfatter "Bachke, Christoffer"
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A comprehensive analysis of Brent Crude oil forecasting methods combining machine learning and quantitative models with application
Heen, Jon Fredrik Rasmussen; Bachke, Christoffer (Master thesis, 2023)This study utilizes time series analysis and machine learning techniques to forecast Brent Crude oil prices. The forecasting models include an ARIMAX model, three machine learning models (GRU, LSTM, CNN) and an ARIMAX model ...